[quote name='ikariwarriors']I didn't know that was possible. Thanks.[/QUOTE]
Pro tip: playing PSP games on the big screen isn't ideal. Graphics don't look great when blown up, and you get a huge black box around the game so that you are only viewing about a quarter of the screen. Keep expectations in line if you are hoping for big-screen PSP action.
However, for PSOne Classics this is a great option since they show up full screen, and the extra buttons on a DualShock controller are often helpful. Movies too if you buy content off the PSN store.
Edit: Two other notes.
(1) If you do grab a cradle, be prepared to track down an older PSP (ie: non-Go) AC Adapter. The video cable takes up the slot where your standard PSP Go charging cable goes, so you need a PSP-1000/2000/3000 adapter to power the unit while it's on the base.
(2) You'll need (access to) a PS3 console to sync the DualShock controller if you plan to play that way.
This probably sounds like I'm down on the PSP Go. I'm not at all - it's a great little system, especially at discount prices with cheap accessories. Just trying to make sure you have the relevant details before buying in.